+96.4%
NI vs ES
-2.9%
+99.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | +2.3% | +1.4% | +0.9% | +1.5% |
| 30D | -1.7% | -1.2% | -0.5% | -1.0% |
| 3M | -8.0% | +5.0% | -13.0% | -10.5% |
| 6M | -8.6% | -2.8% | -5.8% | -7.4% |
| YTD | +2.3% | +8.6% | -6.2% | -2.8% |
| 1Y | +6.9% | +18.9% | -12.0% | -5.1% |
| 3Y | +70.6% | +32.1% | +38.4% | +37.6% |
| 5Y | +96.4% | -5.1% | +101.4% | +100.8% |
| All | +96.4% | -2.9% | +99.3% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling